BVT Call 235 TSM 20.12.2024
/ DE000VD8DGU1
BVT Call 235 TSM 20.12.2024/ DE000VD8DGU1 /
| 2024-08-01 8:32:40 AM |
Chg.+0.026 |
Bid2024-08-01 |
Ask2024-08-01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+48.15% |
0.080
Bid Size: 10,000 |
0.092
Ask Size: 10,000 |
Taiwan Semiconductor... |
235.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD8DGU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
297.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-7.44 |
| Time value: |
0.05 |
| Break-even: |
217.76 |
| Moneyness: |
0.66 |
| Premium: |
0.52 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
12.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.93% |
| 1 Month |
|
|
-45.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.054 |
| 1M High / 1M Low: |
0.224 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
